Hypothetical capital of CCP
| Reference date: | May 1, 2026 |
| Currency | RUB |
| Units | 1 000 000 |
| FX and precious metals market | Securities market | Derivatives market | Standardised OTC derivatives market | |
| Hypothetical capital (KCCP) | 0.13 | 13394.06 | 161.47 | 0.19 |
| C-factor | 0.16% | 102.7% | 2.77% | 0.16% |
| DFCM | 2 880.00 | 2 242.00 | 1 220.00 | 960.00 |
| DFCCP | 2 600.00 | 10 800.00* | 4 600.00 | 1 000.00 |
*including additional dedicated CCP capital in amount of 3,5 billion RUB